+1,126.0%
CAT vs TSN
-9.5%
+1,135.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.6% |
| 7D | +5.6% | -5.0% | +10.6% | +6.9% |
| 30D | -2.3% | -9.1% | +6.7% | 0.0% |
| 3M | -10.0% | -7.4% | -2.6% | -8.7% |
| 6M | +21.2% | -13.4% | +34.6% | +24.9% |
| YTD | +44.4% | -8.5% | +52.9% | +46.2% |
| 1Y | +96.3% | -3.2% | +99.5% | +94.8% |
| 3Y | +203.9% | +11.5% | +192.4% | +184.4% |
| 5Y | +333.5% | -19.5% | +353.0% | +344.4% |
| 10Y | +1,126.0% | -9.1% | +1,135.2% | +1,065.7% |
| All | +1,126.0% | -9.5% | +1,135.5% | +1,065.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling